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We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
In this paper, we propose a sampling mechanism for adaptive diffusion networks that adaptively changes the amount of sampled nodes based on mean-squared error in the neighborhood of each node. It presents fast convergence during transient…
The paper is devoted to the approximate consensus problem for networks of nonlinear agents with switching topology, noisy and delayed measurements. In contrast to the existing stochastic approximation-based control algorithms (protocols), a…
Robustness of distributed routing policies is studied for dynamical flow networks, with respect to adversarial disturbances that reduce the link flow capacities. A dynamical flow network is modeled as a system of ordinary differential…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…
We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
The paper proposes a solution an actual scientific problem related to load balancing and efficient utilization of resources of the distributed system. The proposed method is based on calculation of load CPU, memory, and bandwidth by flows…
We study a robust control problem for dynamical flow networks. In the considered dynamical models, traffic flows along the links of a transportation network --modeled as a capacited multigraph-- and queues up at the nodes, whereby control…
We propose a macroscopic traffic network flow model suitable for analysis as a dynamical system, and we qualitatively analyze equilibrium flows as well as convergence. Flows at a junction are determined by downstream supply of capacity as…
Proportional fair scheduling (PFS) has been adopted as a standard solution for fair resource allocation in modern wireless cellular networks. With the emergence of heterogeneous networks with widely varying user loads, it is of great…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…